Rethinking Housing Bubbles. The Role of Household and Bank Balance Sheets in Modeling Economic Cycles

被引:0
作者
Hommes, Cars [1 ,2 ]
机构
[1] Univ Amsterdam, CeNDEF, Amsterdam Sch Econ, NL-1018 WB Amsterdam, Netherlands
[2] Univ Amsterdam, Tinbergen Inst, NL-1018 WB Amsterdam, Netherlands
关键词
ASSET PRICING EXPERIMENTS; EVOLUTIONARY SELECTION; EXPECTATIONS; MARKETS; FEEDBACK; FINANCE;
D O I
10.1016/j.joep.2015.08.003
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:138 / 142
页数:5
相关论文
共 25 条
[1]   Evolutionary selection of expectations in positive and negative feedback markets [J].
Anufriev, Mikhail ;
Hommes, Cars H. ;
Philipse, Raoul H. S. .
JOURNAL OF EVOLUTIONARY ECONOMICS, 2013, 23 (03) :663-688
[2]   Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments [J].
Anufriev, Mikhail ;
Hommes, Cars .
AMERICAN ECONOMIC JOURNAL-MICROECONOMICS, 2012, 4 (04) :35-64
[3]   Individual expectations, limited rationality and aggregate outcomes [J].
Bao, Te ;
Hommes, Cars ;
Sonnemans, Joep ;
Tuinstra, Jan .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2012, 36 (08) :1101-1120
[4]  
Bolt W., 2014, IDENTIFYING BOOMS BU
[5]   Behavioral heterogeneity in stock prices [J].
Boswijk, H. Peter ;
Hommes, Cars H. ;
Manzan, Sebastiano .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (06) :1938-1970
[6]   Rational route to randomness [J].
Brock, WA ;
Hommes, CH .
ECONOMETRICA, 1997, 65 (05) :1059-1095
[7]   Heterogeneous beliefs and routes to chaos in a simple asset pricing model [J].
Brock, WA ;
Hommes, CH .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1998, 22 (8-9) :1235-1274
[8]   NUMERICAL-STUDIES OF DIFFERENTIAL-EQUATIONS RELATED TO THEORETICAL FINANCIAL-MARKETS [J].
CAGINALP, G ;
ERMENTROUT, GB .
APPLIED MATHEMATICS LETTERS, 1991, 4 (01) :35-38
[9]  
Caginalp G., 1994, APPL MATH FINANCE, V1, P17
[10]  
Duffy J, 2014, RES EXP ECON, V17, P1